Institutioneller Knowledge Graph
Finanz- & Regulierungs-Knowledge-Graph-Index
Strukturiertes Verzeichnis von 51 Finanzinstituten, Personen, Benchmarks und Aufsichtsrahmen auf QuantCalc Tools mit Wikidata-Q-IDs sowie Verknüpfungen zu Broker-Dossiers, Aufsichtsbehörden und Rankings.
- Indexierte Entitäten
- 51
Unternehmen & Finanzinstitute
12 Einträge
PaysafeID-7390516824Paysafe is a leading global payment technology company focused on providing diversified payment solutions for businesses and consumers. Since its inception, Paysafe has been committed to simplifying transactions and enhancing the user exper...1st floor 2 Gresham Street London, EC2V 7AD United KingdomCBI0 verknüpfte AnalysenUlster BankID-4096571238Basic information of the bank type: Ulster Bank is a commercial bank and a wholly owned subsidiary of NatWest Group, a UK state-controlled bank listed on the London Stock Exchange. Founded: 1836. Headquarters: Dublin, Ireland. Shareholder B...Block B, Central Park, Leopardstown, Dublin 18Financial Conduct Authority (UK FCA)0 verknüpfte AnalysenZigluID-1765302948Company Profile and Basic Information Ziglu is a fintech company specializing in the seamless management of digital currencies with traditional currencies, offering cryptocurrency trading, e-money services, and payment solutions. Its cor...1 Poultry, London, England, EC2R 8EJFinancial Conduct Authority0 verknüpfte AnalysenIGID-9081467352IG Group Holdings Plc. (IG) Is A CFD Brokerage Founded In The United Kingdom In 1998, Headquartered In London, And Has Branches In Europe, North America, Asia Pacific, Africa, The Middle East And Other Countries Or Regions. The Company Was....Cannon Bridge House 25 Dowgate Hill London EC4R 2YAFinancial Conduct Authority0 verknüpfte AnalysenCBCXID-7031852496What Is CBCX? Founded In 2010 And Headquartered In London With Offices Across South Africa And Singapore, CBCX Group Is A Leading Liquidity Provider. CBCX MARKETS LIMITED Simplifies Market Access And Enables Traders To Navigate The Dynamic....AMR Building 3, 9 Concorde East Road, Bedfordview, 2007, South Africa Suite 403, 4th Floor, The Catalyst Building, Plot 40 Silicon Avenue, Ebene, Port Louis, Mauritius Intershore Suite, Le Sanalele Complex, PO Box 608, Apia, Samoa 20 Victoria St, London, SW1H 0NB, England, UKFinancial Conduct Authority (UK FCA)0 verknüpfte AnalysenEightCapID-9534160728EightCap Is An Online Financial Trading Company Headquartered In Melbourne, Australia. The Company Specializes In Providing Online Currency Trading And CFD Trading Solutions To Clients Worldwide Through The MetaTrader Platform. EightCap Is....Govant Building, Bp 1276 Port Vila Vanuatu 208 Church Street, Sandyport Nassau, The BahamasFinancial Conduct Authority0 verknüpfte AnalysenADSSID-9067452318ADSS Is A Foreign Exchange And CFD Broker Registered In The United Arab Emirates On September 23, 2010. It Mainly Provides Investors With Foreign Exchange, Stock CFD, Index CFD, Commodity CFD And Other Investment Trading Services. The Compa...8th floor, CI Tower Corniche Road PO Box 93894 Abu Dhabi United Arab EmiratesFinancial Conduct Authority0 verknüpfte AnalysenCXM DirectID-3640528791Corporate Profile CXM Direct Is A Foreign Exchange Broker Registered In Saint Vincent And The Grenadines, Established On June 23, 2020 And Headquartered In Kingston (Halifax Street, Kingstown VC 0120). The Corporate Entity Is CXM Direct LLC...Office No. 518 Signature by Regus, 15 St Helen's Place, London, EC3A 6DQ, United KingdomFinancial Conduct Authority (UK FCA)0 verknüpfte AnalysenCXM TradingID-9485321706Corporate Profile CXM Trading (CXM Trading) Is A Foreign Exchange Broker Established On December 30, 2019 And Headquartered In Kingston, Saint Vincent And The Grenadines. The Company Mainly Provides Trading Services For Financial Products S...Suite 305, Griffith Corporate Center, Beachmont Kingstown, Saint Vincent and the GrenadinesFinancial Conduct Authority0 verknüpfte AnalysenInterTraderID-7140896352Corporate Profile Founded In 2009 , InterTrader Is An Online Trading Platform Headquartered In United Kingdom . The Company Focuses On Providing Traders With Convenient Trading Services For Financial Instruments, Including Stocks, Indices,....10 lower thames street, london ec3r 6afFinancial Conduct Authority0 verknüpfte AnalysenInvestEngineID-3679814250InvestEngine (UK) Limited Is A UK-based Fintech Company Specialising In The Provision Of Digital Investment Management Services. Regulated By The UK FCA. InvestEngine Offers Fully Commission-free DIY Investments To Those Who Do Not Have The...Lawford House, Albert Place, London, United Kingdom,N3 1QAFinancial Conduct Authority (UK FCA)0 verknüpfte AnalysenHYCMID-8063194257Corporate Profile HYCM Capital Markets (UK) Limited (abbreviated As HYCM, Chinese Name: Industrial Investments) Was Established In 1993 And Is Headquartered In London, UK. As A Highly Regulated Financial Broker, HYCM Focuses On Providing Re...27-28 Clement’s Lane, St Clement’s House London EC4N 7AE United Kingdom The Noble Center, 4th Floor 47 Spyrou Kyprianou Avenue Mesa Geitonia 4003, Limassol, CyprusFinancial Conduct Authority0 verknüpfte Analysen
Benchmarks & Finanzprodukte
27 Einträge
Black-Scholes-Merton Newton-Raphson Implied Volatility SolverBSM-IMPLIED-VOLBlack-Scholes-Merton Newton-Raphson Implied Volatility Solver (BSM-IMPLIED-VOL) refers to an institutional financial benchmark and regulatory standard monitored by CME Options Pricing Standard (US), currently calibrated at 1e-8 (Convergence Tolerance) as of October 2026.USCME Options Pricing Standard11 verknüpfte AnalysenBlack-Scholes-Merton Newton-Raphson Implied Volatility Solver — 2026 StandardBSM-IMPLIED-VOL-STDBSM-IMPLIED-VOL 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CME Options Pricing Standard governing Black-Scholes-Merton Newton-Raphson Implied Volatility Solver across US capital markets (1e-8 Convergence Tolerance, October 2026).USCME Options Pricing Standard11 verknüpfte AnalysenCholesky Multi-Asset Correlated Monte Carlo Path SimulatorMONTE-CARLO-CHOLESKYCholesky Multi-Asset Correlated Monte Carlo Path Simulator (MONTE-CARLO-CHOLESKY) refers to an institutional financial benchmark and regulatory standard monitored by OCC / CME Risk Architecture (US), currently calibrated at 10,000 (Simulated Paths) as of October 2026.USOCC / CME Risk Architecture11 verknüpfte AnalysenCholesky Multi-Asset Correlated Monte Carlo Path Simulator — 2026 StandardMONTE-CARLO-CHOLESKY-STDMONTE-CARLO-CHOLESKY 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by OCC / CME Risk Architecture governing Cholesky Multi-Asset Correlated Monte Carlo Path Simulator across US capital markets (10,000 Simulated Paths, October 2026).USOCC / CME Risk Architecture11 verknüpfte AnalysenCME SPAN 2 Historical & Stress Value-at-Risk (VaR) ModelCME-SPAN2-VARCME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model (CME-SPAN2-VAR) refers to an institutional financial benchmark and regulatory standard monitored by CME Clearing (US), currently calibrated at 6.26% (Initial Margin / Notional) as of October 2026.USCME Clearing11 verknüpfte AnalysenCME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model — 2026 StandardCME-SPAN2-VAR-STDCME-SPAN2-VAR 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CME Clearing governing CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model across US capital markets (6.26% Initial Margin / Notional, October 2026).USCME Clearing11 verknüpfte AnalysenContinuous Fractional Half-Kelly Portfolio Leverage CriterionHALF-KELLY-LEVERAGEContinuous Fractional Half-Kelly Portfolio Leverage Criterion (HALF-KELLY-LEVERAGE) refers to an institutional financial benchmark and regulatory standard monitored by BIS Quantitative Working Paper (INTL), currently calibrated at 1.635x (Optimal Gross Leverage) as of October 2026.INTLBIS Quantitative Working Paper11 verknüpfte AnalysenContinuous Fractional Half-Kelly Portfolio Leverage Criterion — 2026 StandardHALF-KELLY-LEVERAGE-STDHALF-KELLY-LEVERAGE 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS Quantitative Working Paper governing Continuous Fractional Half-Kelly Portfolio Leverage Criterion across INTL capital markets (1.635x Optimal Gross Leverage, October 2026).INTLBIS Quantitative Working Paper11 verknüpfte AnalysenCornish-Fisher Skew & Kurtosis Modified Parametric VaRCORNISH-FISHER-VARCornish-Fisher Skew & Kurtosis Modified Parametric VaR (CORNISH-FISHER-VAR) refers to an institutional financial benchmark and regulatory standard monitored by GARP FRM Quantitative Standard (INTL), currently calibrated at 99.0% (Non-Normal Quantile) as of October 2026.INTLGARP FRM Quantitative Standard11 verknüpfte AnalysenCornish-Fisher Skew & Kurtosis Modified Parametric VaR — 2026 StandardCORNISH-FISHER-VAR-STDCORNISH-FISHER-VAR 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by GARP FRM Quantitative Standard governing Cornish-Fisher Skew & Kurtosis Modified Parametric VaR across INTL capital markets (99.0% Non-Normal Quantile, October 2026).INTLGARP FRM Quantitative Standard11 verknüpfte AnalysenCovered Interest Parity (CIP) FX Forward Points & Swap EngineCIP-FX-FORWARDCovered Interest Parity (CIP) FX Forward Points & Swap Engine (CIP-FX-FORWARD) refers to an institutional financial benchmark and regulatory standard monitored by BIS Monetary & Economic Dept (INTL), currently calibrated at -11.5 bps (Cross-Currency Basis) as of October 2026.INTLBIS Monetary & Economic Dept11 verknüpfte AnalysenCovered Interest Parity (CIP) FX Forward Points & Swap Engine — 2026 StandardCIP-FX-FORWARD-STDCIP-FX-FORWARD 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS Monetary & Economic Dept governing Covered Interest Parity (CIP) FX Forward Points & Swap Engine across INTL capital markets (-11.5 bps Cross-Currency Basis, October 2026).INTLBIS Monetary & Economic Dept11 verknüpfte AnalysenKey Rate Duration (KRD) & Partial DV01 Yield Curve BucketingKEY-RATE-DV01Key Rate Duration (KRD) & Partial DV01 Yield Curve Bucketing (KEY-RATE-DV01) refers to an institutional financial benchmark and regulatory standard monitored by Fixed Income Risk Desk Standard (US), currently calibrated at $17,500 (DV01 per $100M) as of October 2026.USFixed Income Risk Desk Standard11 verknüpfte AnalysenKey Rate Duration (KRD) & Partial DV01 Yield Curve Bucketing — 2026 StandardKEY-RATE-DV01-STDKEY-RATE-DV01 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Fixed Income Risk Desk Standard governing Key Rate Duration (KRD) & Partial DV01 Yield Curve Bucketing across US capital markets ($17,500 DV01 per $100M, October 2026).USFixed Income Risk Desk Standard11 verknüpfte AnalysenLeveraged Treasury Repo Carry & Breakeven Rolldown CalculatorREPO-CARRY-ROLLEDLeveraged Treasury Repo Carry & Breakeven Rolldown Calculator (REPO-CARRY-ROLLED) refers to an institutional financial benchmark and regulatory standard monitored by NY Fed / Treasury Repo Desk (US), currently calibrated at -5.59 bps (Breakeven Yield Shift) as of October 2026.USNY Fed / Treasury Repo Desk11 verknüpfte AnalysenLeveraged Treasury Repo Carry & Breakeven Rolldown Calculator — 2026 StandardREPO-CARRY-ROLLED-STDREPO-CARRY-ROLLED 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by NY Fed / Treasury Repo Desk governing Leveraged Treasury Repo Carry & Breakeven Rolldown Calculator across US capital markets (-5.59 bps Breakeven Yield Shift, October 2026).USNY Fed / Treasury Repo Desk11 verknüpfte AnalysenLo (2002) Serial Autocorrelation-Adjusted Sharpe RatioLO-SHARPE-RATIOLo (2002) Serial Autocorrelation-Adjusted Sharpe Ratio (LO-SHARPE-RATIO) refers to an institutional financial benchmark and regulatory standard monitored by CFA Institute Performance Standards (INTL), currently calibrated at 0.3842 (Annualized Ratio) as of October 2026.INTLCFA Institute Performance Standards11 verknüpfte AnalysenLo (2002) Serial Autocorrelation-Adjusted Sharpe Ratio — 2026 StandardLO-SHARPE-RATIO-STDLO-SHARPE-RATIO 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CFA Institute Performance Standards governing Lo (2002) Serial Autocorrelation-Adjusted Sharpe Ratio across INTL capital markets (0.3842 Annualized Ratio, October 2026).INTLCFA Institute Performance Standards11 verknüpfte AnalysenMacaulay Duration, Modified Duration & Second-Order ConvexityMACAULAY-CONVEXITYMacaulay Duration, Modified Duration & Second-Order Convexity (MACAULAY-CONVEXITY) refers to an institutional financial benchmark and regulatory standard monitored by ICMA Rulebook 251 (INTL), currently calibrated at 7.14 yrs (Modified Duration) as of October 2026.INTLICMA Rulebook 25111 verknüpfte AnalysenMacaulay Duration, Modified Duration & Second-Order Convexity — 2026 StandardMACAULAY-CONVEXITY-STDMACAULAY-CONVEXITY 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by ICMA Rulebook 251 governing Macaulay Duration, Modified Duration & Second-Order Convexity across INTL capital markets (7.14 yrs Modified Duration, October 2026).INTLICMA Rulebook 25111 verknüpfte AnalysenNY Fed SOFR Index ACT/360 In-Arrears Compounding EngineSOFR-INDEX-ACT360NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine (SOFR-INDEX-ACT360) refers to an institutional financial benchmark and regulatory standard monitored by NY Fed Reference Rates (US), currently calibrated at 4.4151% (90-Day Annualized) as of October 2026.USNY Fed Reference Rates11 verknüpfte AnalysenNY Fed SOFR Index ACT/360 In-Arrears Compounding Engine — 2026 StandardSOFR-INDEX-ACT360-STDSOFR-INDEX-ACT360 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by NY Fed Reference Rates governing NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine across US capital markets (4.4151% 90-Day Annualized, October 2026).USNY Fed Reference Rates11 verknüpfte AnalysenOmega Ratio & Calmar Maximum Drawdown Recovery EngineOMEGA-CALMAROmega Ratio & Calmar Maximum Drawdown Recovery Engine (OMEGA-CALMAR) refers to an institutional financial benchmark and regulatory standard monitored by Quantitative Risk Consortium (INTL), currently calibrated at 1.48x (Gain-Loss Threshold Ratio) as of October 2026.INTLQuantitative Risk Consortium11 verknüpfte AnalysenOmega Ratio & Calmar Maximum Drawdown Recovery Engine — 2026 StandardOMEGA-CALMAR-STDOMEGA-CALMAR 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Quantitative Risk Consortium governing Omega Ratio & Calmar Maximum Drawdown Recovery Engine across INTL capital markets (1.48x Gain-Loss Threshold Ratio, October 2026).INTLQuantitative Risk Consortium11 verknüpfte AnalysenSecured Overnight Financing Rate (SOFR)SOFRBroad volume-weighted median measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities on an ACT/360 basis.US5 verknüpfte AnalysenSortino Ratio & Target Downside Semi-Deviation EngineSORTINO-DOWNSIDESortino Ratio & Target Downside Semi-Deviation Engine (SORTINO-DOWNSIDE) refers to an institutional financial benchmark and regulatory standard monitored by CFA Institute CIPM Framework (INTL), currently calibrated at 0.6967 (Annualized Sortino) as of October 2026.INTLCFA Institute CIPM Framework11 verknüpfte AnalysenSortino Ratio & Target Downside Semi-Deviation Engine — 2026 StandardSORTINO-DOWNSIDE-STDSORTINO-DOWNSIDE 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CFA Institute CIPM Framework governing Sortino Ratio & Target Downside Semi-Deviation Engine across INTL capital markets (0.6967 Annualized Sortino, October 2026).INTLCFA Institute CIPM Framework11 verknüpfte Analysen
Lizenzen & Aufsichtsrahmen
4 Einträge
Basel III FRTB 97.5% Expected Shortfall (ES) Tail MetricFRTB-ES-975Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric (FRTB-ES-975) refers to an institutional financial benchmark and regulatory standard monitored by BIS Basel Committee MAR33 (INTL), currently calibrated at 97.5% (Confidence Interval) as of October 2026.INTLBIS Basel Committee MAR3311 verknüpfte AnalysenBasel III FRTB 97.5% Expected Shortfall (ES) Tail Metric — 2026 StandardFRTB-ES-975-STDFRTB-ES-975 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS Basel Committee MAR33 governing Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric across INTL capital markets (97.5% Confidence Interval, October 2026).INTLBIS Basel Committee MAR3311 verknüpfte AnalysenISDA Standard Initial Margin Model (SIMM) v2.6 Sensitivity GridISDA-SIMM-MARGINISDA Standard Initial Margin Model (SIMM) v2.6 Sensitivity Grid (ISDA-SIMM-MARGIN) refers to an institutional financial benchmark and regulatory standard monitored by ISDA SIMM Governance Forum (INTL), currently calibrated at $50M (IM Threshold) as of October 2026.INTLISDA SIMM Governance Forum11 verknüpfte AnalysenISDA Standard Initial Margin Model (SIMM) v2.6 Sensitivity Grid — 2026 StandardISDA-SIMM-MARGIN-STDISDA-SIMM-MARGIN 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by ISDA SIMM Governance Forum governing ISDA Standard Initial Margin Model (SIMM) v2.6 Sensitivity Grid across INTL capital markets ($50M IM Threshold, October 2026).INTLISDA SIMM Governance Forum11 verknüpfte Analysen
Quelldatensätze von Aufsichtsbehörden
8 Einträge
Financial Conduct Authority (UK) — Financial Conduct Authority (UK)Financial Conduct Authority (UK)Directory record for Financial Conduct Authority (UK) (Financial Conduct Authority (UK)) in QuantCalc Tools.0 verknüpfte AnalysenPrudential Regulation Authority (UK) — Prudential Regulation Authority (UK)Prudential Regulation Authority (UK)Directory record for Prudential Regulation Authority (UK) (Prudential Regulation Authority (UK)) in QuantCalc Tools.0 verknüpfte AnalysenBCSC — The British Columbia Securities CommissionBCSCDirectory record for The British Columbia Securities Commission (BCSC) in QuantCalc Tools.0 verknüpfte AnalysenCBI — Central Bank of IrelandCBIDirectory record for Central Bank of Ireland (CBI) in QuantCalc Tools.0 verknüpfte AnalysenFDRC — Financial Dispute Resolution CommissionFDRCDirectory record for Financial Dispute Resolution Commission (FDRC) in QuantCalc Tools.0 verknüpfte AnalysenFOS — Financial Ombudsman ServiceFOSDirectory record for Financial Ombudsman Service (FOS) in QuantCalc Tools.0 verknüpfte AnalysenFSC — Financial Services Commission MontserratFSCDirectory record for Financial Services Commission Montserrat (FSC) in QuantCalc Tools.0 verknüpfte AnalysenFSCS — Financial Service Compensation SchemeFSCSDirectory record for Financial Service Compensation Scheme (FSCS) in QuantCalc Tools.0 verknüpfte Analysen
Verknüpfte Regulierte Broker-Dossiers
Quantitative Rankings →Verknüpfte Finanzaufsichtsbehörden
Finanzaufsichtsbehörden →Financial Conduct Authority (UK) — Financial Conduct Authority (UK)Prudential Regulation Authority (UK) — Prudential Regulation Authority (UK)BCSC — The British Columbia Securities CommissionCBI — Central Bank of IrelandFDRC — Financial Dispute Resolution CommissionFOS — Financial Ombudsman ServiceFSC — Financial Services Commission MontserratFSCS — Financial Service Compensation Scheme